Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
YoYInflationCapFloor Member List

This is the complete list of members for YoYInflationCapFloor, including all inherited members.

additionalResults() constInstrument
additionalResults_Instrumentmutableprotected
alwaysForward_LazyObjectprotected
alwaysForwardNotifications()LazyObject
atmRate(const YieldTermStructure &discountCurve) constYoYInflationCapFloorvirtual
calculate() const overrideInstrumentprotectedvirtual
calculated_LazyObjectmutableprotected
Cap enum valueYoYInflationCapFloor
capRates() constYoYInflationCapFloor
capRates_YoYInflationCapFloorprivate
Collar enum valueYoYInflationCapFloor
deepUpdate()Observervirtual
engine_Instrumentprotected
errorEstimate() constInstrument
errorEstimate_Instrumentprotected
fetchResults(const PricingEngine::results *) constInstrumentvirtual
Floor enum valueYoYInflationCapFloor
floorRates() constYoYInflationCapFloor
floorRates_YoYInflationCapFloorprivate
forwardFirstNotificationOnly()LazyObject
freeze()LazyObject
frozen_LazyObjectprotected
impliedVolatility(Real price, const Handle< YoYInflationTermStructure > &yoyCurve, Volatility guess, Real accuracy=1.0e-4, Natural maxEvaluations=100, Volatility minVol=1.0e-7, Volatility maxVol=4.0) constYoYInflationCapFloorvirtual
Instrument()Instrument
isCalculated() constLazyObject
isExpired() const overrideYoYInflationCapFloorvirtual
QuantLib::iterator typedefObservableprivate
QuantLib::Observer::iterator typedefObserver
lastYoYInflationCoupon() constYoYInflationCapFloor
LazyObject()LazyObject
maturityDate() constYoYInflationCapFloor
notifyObservers()Observable
NPV() constInstrument
NPV_Instrumentmutableprotected
Observable()Observable
Observable(const Observable &)Observable
Observable(Observable &&)=deleteObservable
observables_Observerprivate
Observer()=defaultObserver
QuantLib::Observer::Observer(const Observer &)Observer
observers_Observableprivate
QuantLib::operator=(const Observable &)Observable
QuantLib::operator=(Observable &&)=deleteObservable
QuantLib::Observer::operator=(const Observer &)Observer
optionlet(Size n) constYoYInflationCapFloor
performCalculations() const overrideInstrumentprotectedvirtual
recalculate()LazyObject
registerObserver(Observer *)Observableprivate
registerWith(const ext::shared_ptr< Observable > &)Observer
registerWithObservables(const ext::shared_ptr< Observer > &)Observer
result(const std::string &tag) constInstrument
QuantLib::set_type typedefObservableprivate
setPricingEngine(const ext::shared_ptr< PricingEngine > &)Instrument
setupArguments(PricingEngine::arguments *) const overrideYoYInflationCapFloorvirtual
setupExpired() constInstrumentprotectedvirtual
startDate() constYoYInflationCapFloor
type() constYoYInflationCapFloor
Type enum nameYoYInflationCapFloor
type_YoYInflationCapFloorprivate
unfreeze()LazyObject
unregisterObserver(Observer *)Observableprivate
unregisterWith(const ext::shared_ptr< Observable > &)Observer
unregisterWithAll()Observer
update() overrideLazyObjectvirtual
updating_LazyObjectprivate
valuationDate() constInstrument
valuationDate_Instrumentmutableprotected
YoYInflationCapFloor(Type type, Leg yoyLeg, std::vector< Rate > capRates, std::vector< Rate > floorRates)YoYInflationCapFloor
YoYInflationCapFloor(Type type, Leg yoyLeg, const std::vector< Rate > &strikes)YoYInflationCapFloor
yoyLeg() constYoYInflationCapFloor
yoyLeg_YoYInflationCapFloorprivate
~LazyObject() override=defaultLazyObject
~Observable()=defaultObservablevirtual
~Observer()Observervirtual